+529.5%
ETN vs FN
+772.0%
-242.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | +0.1% |
| 7D | -9.6% | -4.1% | -5.5% | -8.6% |
| 30D | -17.6% | -28.3% | +10.8% | -9.3% |
| 3M | -20.4% | -33.9% | +13.5% | -11.1% |
| 6M | -11.6% | -43.9% | +32.3% | +2.1% |
| YTD | +12.1% | -23.4% | +35.6% | +14.7% |
| 1Y | -5.9% | -25.4% | +19.5% | -3.4% |
| 3Y | +65.1% | +107.9% | -42.8% | +17.6% |
| 5Y | +121.7% | +195.1% | -73.3% | +36.4% |
| 10Y | +529.5% | +794.1% | -264.6% | +191.6% |
| All | +529.5% | +772.0% | -242.4% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling